Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 21 February 2026
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2018-12-23 13:39:00 Sunday ET

The House of Representatives considers a government expenditure bill with border wall finance and therefore sets up a shutdown stalemate with Senate. As fre
2018-02-11 07:30:00 Sunday ET

President Trump unveils his ambitious $1.5 trillion public infrastructure plan. Trump proposes offering $100 billion in federal incentives to encourage stat
2021-02-02 14:24:00 Tuesday ET

Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implement
2019-10-15 09:13:00 Tuesday ET

U.K. prime minister Boris Johnson encounters defeat during his new premiership. The first major vote would pave the path of least resistance to passing a no
2018-01-25 08:32:00 Thursday ET

After its flagship iPhone X launch, Apple reports its highest quarterly sales revenue over $80 billion in the tech titan's 41-year history. Apple expect